All ES Short

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 (1) (7.3) 18 0 0 0 (2) 0 55
60 0 0.2 39 0 1 0 (4) 0 60
120 0 (2.1) 36 0 1 0 (4) 0 49
250 0 0.5 38 0 3 (1) (14) (1) 53
500 1 1.7 40 0 6 (2) (18) (1) 63
760 1 1.1 40 0 5 (2) (20) (1) 64
1260 0 0.7 39 0 4 (2) (20) (2) 62
2520 1 1.3 40 0 6 (3) (60) (2) 67
All 1 1.4 42 0 5 (3) (60) (2) 66

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.1 0 0 0 0 0.3 0 0.2 0.1 (0.1) (0.1) 0 0.6 0.2 38.9 172.6 (0.1) (0.6) 0.3 0.1
2017 0 (0.1) 0.1 0 0 0 0 0 0 0 0 0 0 (2.3) 34 56 0 (0.2) 0.2 0.1
2016 0.2 0.5 (0.1) 0.1 (0.1) 0.5 0 0 0 0 (0.2) 0 0.9 1.3 39 159 (0.2) (0.4) 0.4 0.1
2015 0.5 (0.2) 0.1 (0.1) (0.1) 0.4 0.1 1.4 0.5 (0.4) 0 0.1 2.3 2.1 46.3 194 (0.2) (0.4) 0.4 0.2
2014 0.1 (0.1) 0 (0.1) 0 (0.1) 0 (0.2) 0.1 (0.3) (0.2) 0 (0.8) (2.7) 33.8 160 (0.1) (1.1) 0.3 0.1
2013 (0.1) 0 0 (0.1) 0 0.3 (0.3) 0 (0.1) (0.2) 0 0 (0.5) (1.5) 32.3 140 (0.1) (0.6) 0.3 0.1
2012 (0.2) (0.1) 0 0.2 0.2 0.3 0.1 0 0 0.2 0.1 0.1 0.9 1.6 43.3 210 (0.1) (0.3) 0.3 0.1
2011 0 0 (0.2) 0 0.1 0 0.1 0.6 1 0 0.4 0.2 2.2 2 41 183 (0.3) (0.6) 0.4 0.1
2010 0.1 0 (0.3) (0.2) 0.6 0.3 (0.1) 0.2 (0.2) (0.1) 0.1 (0.1) 0.3 0.1 37.8 197 (0.3) (0.7) 0.4 0.1
2009 1.1 0.7 (0.2) 0.2 (0.3) 0 0 (0.1) 0.2 0 (0.2) (0.2) 1.2 1 38.4 175 (0.6) (0.7) 0.3 0.1
2008 0.3 0.5 0.3 0 0.1 0.6 0.2 0.2 0.7 1.7 1.5 0.4 6.5 3.2 45.5 199 (0.3) (0.5) 0.4 0.2
2007 0 0 0 (0.1) 0 0.3 0.2 (0.3) (0.2) (0.1) 0.3 (0.1) 0 0.1 42.2 184 (0.4) (1.1) 0.4 0.1
2006 0 0 0 (0.1) 0.1 0.1 0.1 0 0 (0.1) (0.1) 0 0 0.5 38.9 133 (0.1) (0.2) 0.3 0.1
2005 0.1 0.1 0 0.1 (0.2) 0.1 0 0.1 0 0.1 (0.1) 0 0.3 0.5 45.9 137 (0.1) (0.3) 0.2 0.1
2004 (0.1) (0.1) 0.3 0 0 0 0 0 0.1 0.1 (0.1) (0.1) 0.1 0.5 42.1 178 (0.1) (0.3) 0.3 0.1
2003 0.2 0 0 (0.3) 0.2 0.2 0.1 0.2 0.1 (0.1) 0.2 (0.1) 0.7 1.1 42.9 178 (0.2) (0.5) 0.3 0.1
2002 0.1 0.2 (0.2) 0.3 0.2 0.4 1.2 0.4 0.6 (0.5) 0 0.2 2.9 2.5 45.9 170 (0.3) (0.7) 0.3 0.1
2001 (0.3) 0.7 0.5 (0.1) 0.2 0 0.4 0.4 0.1 (0.1) (0.1) (0.1) 1.6 1.6 45.9 193 (0.2) (0.9) 0.3 0.1
2000 0.4 0.5 (0.3) 0.7 0.6 0.3 (0.1) (0.3) 0.2 (0.5) 0.6 0.5 2.6 2.3 48.7 192 (0.3) (0.8) 0.4 0.1